[Statlist] Statistics Seminar, October 29 2010 at 15h15

[Schaffner Portillo Maroussia]

STATISTICS SEMINAR

Friday, October 29, 2010 � 15h15

Room MA A1 10 � EPFL

Dr. Sonja Greven
Ludwig-Maximilians-Universit�t M�nchen

will be speaking on :


On the behaviour of marginal and conditional AIC in linear mixed models



Abstract:

In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion, AIC, have been used, based either on the marginal or on the conditional distribution. We show that the marginal AIC is no longer an asymptotically unbiased estimator of the Akaike information, and in fact favours smaller models without random effects. For the conditional AIC, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that can lead to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional AIC, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia



Best regards.



Maroussia Schaffner Portillo

EPFL-SB-SMAT

Phone: 37922

 http://smat.epfl.ch/seminar/seminar.php


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